+35.8%
ARM vs IFF
+33.7%
+2.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.6% | +12.7% | +12.2% |
| 7D | +6.0% | -5.7% | +11.8% | +7.7% |
| 30D | -20.3% | -2.7% | -17.6% | -20.4% |
| 3M | -24.4% | -2.3% | -22.1% | -24.7% |
| 6M | -4.4% | +6.0% | -10.4% | -8.9% |
| YTD | +86.0% | +24.6% | +61.4% | +72.1% |
| 1Y | +35.8% | +29.4% | +6.4% | +28.6% |
| All | +35.8% | +33.7% | +2.1% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IFF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling